Is real exchange rate mean reversion caused by arbitrage?
By: José M. Campa, Holger C. Wolf.
Contributors: Wolf, Holger C.; National Bureau of Economic Research.
Series: NBER working paper series -- working paper 6162; Working paper series (National Bureau of Economic Research) -- working paper no. 6162.
Publisher: National Bureau of Economic Research
Published: 1997
Place of publication: Cambridge, MA
Language: eng
Number of pages: 21
Subjects: Foreign exchange rates -- Econometric models.; Arbitrage -- Econometric models.; Purchasing power parity -- Econometric models.
Notes: "September 1997."

Includes bibliographical references (p. 19-21).

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